+829.8%
HUT vs DLTR
+6.4%
+823.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -5.6% | +12.0% | +7.3% |
| 7D | +28.3% | -5.8% | +34.1% | +29.5% |
| 30D | +12.3% | -5.2% | +17.5% | +13.0% |
| 3M | -16.8% | +15.2% | -32.0% | -20.4% |
| 6M | +111.4% | +7.1% | +104.2% | +103.7% |
| YTD | +116.6% | +0.8% | +115.7% | +111.4% |
| 1Y | +290.5% | +24.8% | +265.7% | +265.2% |
| All | +829.8% | +6.4% | +823.4% | +736.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling